Program Overview:
Washington University is a private research university in St. Louis, Missouri, USA. This dual degree program between USTC and Washington University allows students toget to master's degrees; one from USTC, and one from the Olin Business School at Washington University.
The Dual Degree program has a "2+1" structure. Selected USTC students follow an integrated USTC Master of Finance and Olin Master of Science in Finance program: 2 years at USTC, and 1 year at OLIN.
Program design:
(1) USTC admits students each year into the “2+1” program, starting in September.
(2) Students spend the first year (Semesters 1 and 2)at USTC.
(3) Students who want to study at Olin submit applications to Olin
(4) Students admitted by Olin take MSF courses at Olin in the second year (Semesters 3 and 4), starting in August.
(5) After finishing the coursework at Olin, students go back to USTC for additional coursework in the third year.
(6) At the end ofthe "2+1" program, if a student meets the requirement of both Olin and USTC,then the student can apply for the dual degree certificate.
Curriculum:
The curriculum will be comprised of a minimum of 63 credit units, 33 of which will be taught primarily by Olin faculty over 2 semesters in the Olin School of Business (Semesters 3 and 4), and 30 of which will be taught primarily by USTC faculty over two Fall semesters and one Spring semester (Semesters 1, 2 and 5, taught consecutively) in USTC School of Management in Hefei.
The Olin curriculum will be in English. The program will teach through case studies, projects, computer aided learning, simulations, etc.
Outline of Schedule of Program and Courses
Semester 1(September to December, USTC, 22 credits)
1. 英語 (4)
2. 中西管理思想史(3)
3. 金融經濟學Financial Economics(3)
4. 公司金融Corporate Finance (3)
5. 應用統計方法Statistics (3)
6. 商務決策分析Quantitative Decision Making (3)
7. 隨機分析Stochastic Calculus in Finance(3)
Semester 2(January to June, USTC, 21.5 credits)
8. 數值方法Numerical Methods in Finance(2)(transferrable to Olin)
9. Python、算法與數據結構Computer Science (2)
10. 金融衍生工具Financial Derivatives(3)
11. 固定收益證券Fixed Income Securities (2)
12. 優化方法Optimization in Finance (2)
13. 數據挖掘DataMining (2.5)
14. 機器學習MachineLearning (2) (transferrable to Olin)
15. 統計計算StatisticalComputation (2)
16. 商業預測分析PredictiveAnalytics for Business Decision-Making (2)
17. 中國經濟改革(2)
Semester 3(September to December, Olin, 16.5 credits)
18. FIN524 Options & Futures (1.5)
19. FIN532 Investment Theory (1.5)
20. FIN538 Stochastic Foundations for Finance (1.5)
21. MGT537 Invest in Your Career (0)
22. FIN524B Derivative Securities (1.5)
23. FIN532B Data Analysis for Investments (1.5)
24. Chooseone: FIN 527 Financial Markets (1.5) (preferred) OR FIN 521 FinancialIntermediation (1.5)
25. MEC537 Data Analysis, Forecasting and Risk Analysis (3)
26. CSE501N, Programming Concepts and Practices, plus lab (Java programming) (3)
27. MGT560F Professional Business Communication (1.5)
Semester 4(January to June, Olin, 16.5 credits)
28. FIN525 Fixed Income Securities (1.5)
29. FIN534 Advanced Corporate Finance I – Valuation (1.5)
30. FIN539 Mathematical Finance (1.5)
31. FIN551 Advanced Credit Risk Modeling (1.5)
32. FIN534B Advanced Corporate Finance II – Financing (1.5)
33. FIN 500Q Quantitative Risk Management (3)
34. FIN537 Advanced Derivative Securities (3)
35. Chooseone: (a)MKT 500S Predictive Analytics for Business Decision Making (3) (b)
CSE 502N Fundamentals of Computer Science (3) (c) CSE503S Rapid Prototype
Development and Creative Programming (3) (d) CSE 504NObject-Oriented Software
Development Laboratory (3) (e ) CSE 514A Data Mining(3) (f) CSE 517A Machine Learning (3) (g) CSE 530A Database Management Systems(3)
Semester 5(September to December, USTC, 15 credits)
36. 管理溝通 Managerial Communications (2)
37. 金融風險管理Risk Measures and Management (3)
38. 量化交易 Quantitative Trading (2)
39. 行為金融Behavioral Finance (2) (transferrable to Olin)
40. 證券投資分析Security Analysis (2)
41. 大數據分析技術BigData Analytics (2) (transferrable to Olin)
42. 商務智能BusinessIntelligence (2)
Semester 1,2 and 5 (USTC, 3 credits)
43. 中國金融市場專題 (1)
44. 信息技術和金融創新 (1)
45. 金融史專題(1)
46. 現代金融前沿講座()
47. 風險管理前沿講座()
48. 專業實習(在金融機構或政府及企事業單位專業相關工作崗位實習3-6個月) (2) (transferrable to Olin)
備注:選修課可能會有課程增補與調整,以開學培養計劃為準;學生必須選定一個模塊,修滿一個模塊最低要求學分(如果選擇一個模塊的人數過少,該模塊可能直接取消)。
Transferrable Courses
Transferrable Courses (Olin to USTC)
1. FIN532B Data Analysis for Investments (1.5)
2. MEC537 Data Analysis, Forecasting and Risk Analysis (3)
3. CSE501N, Programming Concepts and Practices, plus lab (Java programming) (3)
4. FIN551 Advanced Credit Risk Modeling (1.5)
5. FIN 500Q Quantitative Risk Management (3)
6. FIN537 Advanced Derivative Securities (3)
Transferrable Courses (USTC to Olin)
1. Internship (2)
2. Numerical Methods in Finance (2)
3. One of the following
(1) BehavioralFinance (2)
(2) MachineLearning (2)
(3) BigData Analytics (2)
Or othercourses approved by the Academic Director.
Contact Information:
Ms.Ruizhen Zhang
Tel:0551-63606293
Email:zrz8zrz@ustc.edu.cn